StrategyTester_Matthew_2008-2013_0.2lot

Strategy Tester Report
W2C-Matthew_ver1.00
AlpariJapan-Demo-1 (Build 509)

Symbol USDJPY (US Dollar vs Japanese Yen)
Period 1 Hour (H1) 2008.01.01 22:00 - 2013.12.30 23:00 (2008.01.01 - 2013.12.31)
Model Every tick (the most precise method based on all available least timeframes)
Parameters MagicNumber=12345678; Lots=0.2;

Bars in test 37991 Ticks modelled 8991736 Modelling quality 90.00%
Mismatched charts errors 0




Initial deposit 10000.00



Total net profit 44865.42 Gross profit 154467.40 Gross loss -109601.98
Profit factor 1.41 Expected payoff 14.28

Absolute drawdown 2022.21 Maximal drawdown 3411.03 (7.53%) Relative drawdown 20.75% (2089.43)

Total trades 3141 Short positions (won %) 1486 (45.36%) Long positions (won %) 1655 (44.95%)

Profit trades (% of total) 1418 (45.14%) Loss trades (% of total) 1723 (54.86%)
Largest profit trade 725.35 loss trade -198.47
Average profit trade 108.93 loss trade -63.61
Maximum consecutive wins (profit in money) 16 (868.31) consecutive losses (loss in money) 17 (-1100.46)
Maximal consecutive profit (count of wins) 2075.06 (10) consecutive loss (count of losses) -1264.45 (13)
Average consecutive wins 3 consecutive losses 3

# Time Type Order Size Price S / L T / P Profit Balance
1 2008.01.01 23:00 buy 1 0.20 111.870 0.000 0.000
2 2008.01.01 23:00 modify 1 0.20 111.870 110.863 115.785

問い合わせ → w2c-matthew.trgy.co.jp


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